-31.6%
WDAY vs ELF
+239.6%
-271.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -4.1% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | +3.7% | +5.9% | -2.2% | +2.6% |
| 3M | +29.6% | +99.5% | -69.9% | +16.6% |
| 6M | +23.3% | +26.5% | -3.2% | +18.1% |
| YTD | -13.3% | +37.2% | -50.4% | -18.3% |
| 1Y | -19.6% | -24.4% | +4.8% | -18.4% |
| 3Y | -25.7% | -23.3% | -2.4% | -32.0% |
| 5Y | -31.6% | +245.2% | -276.7% | -69.6% |
| All | -31.6% | +239.6% | -271.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling